Child 44 is one recent movie (2015). It is based on a novel by the same name. The story is loosely based on a true story of a serial murderer, Andrey Chikatilo that murdered some 50+ people during late 70's and till 1990.

the story is set during the late 1950's and told through the perspective of a counter intelligence officer. I cannot attest to its authenticity, but it does cover a lot of ground and seems to be well researched.

The movie itself is not a very good tbh, but falls under the same category.

The Russian film industry has made several high production movies in the last decade but afaik they are set during the great patriotic war.